OK, I guess was making this harder than necessary. This gets the data from
the last portfolio backtest:
*
Filter* = 1;
AddColumn(Foreign("~~~Equity","C"),"Equity");
Thanks to Herman and Graham.
On 2/13/07, ges x <[EMAIL PROTECTED]> wrote:
Herman,
Thanks for your patience in trying to help me figure this out. I know
that ~~~Equity is saved after the backtest and that I can plot it with
Foreign() in AB, but does that provide me with a way to get the data out of
AB? I'm still missing how I can use this to get the data into Excel.
I've tried just taking the backtest results from the various backtests I
want to compare and putting them into Excel, but that provides me with the
cumulative equity value on the dates when trades are closed, so that the
equity graphs don't coincide--the dates aren't the same. What I really need
is the total equity value for each date in the backtest period (as is
plotted in AB's equity graph). I need to be able to get THAT out of AB and
into Excel.
Thanks!
ges
On 2/13/07, Herman <[EMAIL PROTECTED]> wrote:
>
> Portfolio Equity is already in your ticker tree, group 253 I think,
> under the name ~~~Equity(). You can read it with Foreign()
>
>
> best regards,
>
> herman
>
>
> Tuesday, February 13, 2007, 2:44:36 PM, you wrote:
>
>
> >
>
> Thanks again, Herman.
>
>
>
> But isn't the 'equity()' function only for single security backtests?
>
>
>
> I'm doing portfolio backtesting.
>
>
>
> So...I'm still looking for a way to extract the equity curve data for
> portfolio backtests.
>
>
>
> ges
>
>
>
>
> On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
>
> simply write and explorations, i think someone suggested that early on.
> Like so:
>
>
> Buy=Cross( MACD(), Signal() );
>
> Sell=Cross( Signal(), MACD() );
>
> Filter=1;
>
> E= Equity(1);
>
> DT=DateTime();
>
> AddColumn(E,"Eq");
>
>
> Send this to the AA and run an Exploration. Click on the chart, copy and
> paste to Excel.
>
>
> best regards,
>
> herman
>
>
> Monday, February 12, 2007, 7:09:49 PM, you wrote:
>
>
> >
>
> Herman,
>
>
>
> Thank you very much! What you describe would be helpful, but I'd still
> like to be able to pull this equity curve data into Excel.
>
>
>
> It will be easier for me to compare and, especially, to blend these
> curves in Excel.
>
>
>
> Let me ask it this way...
>
>
>
> Isn't there some way to get the data values for these equity curves out
> of AB? Surely there is. For that matter, it could be handy on occasion to
> get the values for an indicator out of AB.
>
>
>
> So...bottom line...isn't there some way to copy these data values out of
> AB?
>
>
>
> Thanks again...
>
>
>
> ges
>
>
>
>
> On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
>
> OK, I don't quite know what you are doing.
>
>
> However total portfolio equities are available as "~~~Equity" Tickers
> that can be plotted using an indicator using Foreign("~~~Equity","C").
> Equities from other backtests can be saved adding a AddToComposite() to the
> code so that they can be plotted in the same manner. I don't think you need
> to go through the trouble of using excel, you may also run out of space
> there if you have many bars.
>
>
> Tomasz wrote some code
http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/
>
>
<http://www.amibroker.com/kb/2006/03/11/how-to-create-copy-of-portfolio-equity/>
showing
> you how to copy such equity files so that you collect them by name, data,
> test number, or ParamStr() and plot them from indicators. If you name them
> sequentially numbered you can use a small loop to overlay them in an
> indicator chart.
>
>
>
> SetCustomBacktestProc("");
>
> if( Status("action") == actionPortfolio )
>
> {
>
> bo = GetBacktesterObject();
>
> bo.Backtest();
>
> AddToComposite( Foreign("~~~EQUITY","C"),
>
> "~~~MY_EQUITY_COPY", "X",
>
> atcFlagDeleteValues | atcFlagEnableInPortfolio );
>
> }
>
>
> best regards,
>
> herman
>
>
>
>
> Monday, February 12, 2007, 2:22:11 PM, you wrote:
>
>
> >
>
> Herman,
>
>
>
> Thanks, but I'm afraid I don't follow you.
>
>
>
> To clarify, what I'd like to do is take the equity curve data (primarily
> total portfolio value) from portfolio backtests of multiple different
> systems and then import that data Excel so I can plot those equity curves
> together and compare them or blend the curves.
>
>
>
> Does that make sense?
>
>
>
> Thanks.
>
>
>
>
> On 2/12/07, Herman <[EMAIL PROTECTED]> wrote:
>
> Running your system from an indicator and plotting all equities
> simultaneously on your chart is far easier.
>
>
> best regards,
>
> herman
>
>
> Monday, February 12, 2007, 1:42:35 PM, you wrote:
>
>
> >
>
> Lester,
>
>
>
> Thanks.
>
>
>
> Now...what I'd really like to do, is get the daily values for the equity
> graph out of AB and into Excel, so I can compare equity graphs between
> different systems, or even combine them to see how the blended systems
> equity graph would look.
>
>
>
> I can run the backtests and export the cumulative profit to Excel and
> plot the graph of the equity growth, but the data points won't necessarily
> line up.
>
>
>
> I would really like to be able to get the equity graph values out of AB
> and into Excel and I have the notion that this should not be hard to do, but
> I have yet to see how it can be done.
>
>
>
> Any other ideas?
>
>
>
> Thanks!
>
>
>
>
> On 2/12/07, Lester Vanhoff <[EMAIL PROTECTED] > wrote:
>
> Automatic Analysis - run your exploration - hit Export button - then
> import the CSV file to Excel.
>
>
> Lester
>
>
> --- In [email protected] <amibroker%40yahoogroups.com>, "ges"
> <[EMAIL PROTECTED]> wrote:
>
> >
>
> > I have a feeling this is a stupid question as I think it must be easy
>
> > to do, but I can't figure it out...
>
> >
>
> > How can I copy the values for an indicator (or more to the point, the
>
> > values for an equity graph) to Excel for further analysis?
>
> >
>
> > I want to get the numeric values out of AB and copy them over to the
>
> > spreadsheet.
>
> >
>
> > Thanks,
>
> >
>
> > ges
>
> >
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
>
